Searched refs:swaptionPaymentTimes (Results 1 – 5 of 5) sorted by relevance
30 const std::vector<Time>& swaptionPaymentTimes, in MultiStepPeriodCapletSwaptions() argument38 swaptionPaymentTimes_(swaptionPaymentTimes), in MultiStepPeriodCapletSwaptions()48 checkIncreasingTimes(swaptionPaymentTimes); in MultiStepPeriodCapletSwaptions()
37 const std::vector<Time>& swaptionPaymentTimes,
451 std::vector<Time> swaptionPaymentTimes(rateTimes.begin(), rateTimes.end()-1); in testMultiStepCmSwapsAndSwaptions() local464 swaptionPaymentTimes, in testMultiStepCmSwapsAndSwaptions()
444 std::vector<Time> swaptionPaymentTimes(rateTimes.begin(), rateTimes.end()-1); in testMultiStepCoterminalSwapsAndSwaptions() local456 swaptionPaymentTimes, in testMultiStepCoterminalSwapsAndSwaptions()
1307 std::vector<Time> swaptionPaymentTimes(bigRateCS.rateTimes()); in testPeriodAdapter() local1308 swaptionPaymentTimes.pop_back(); in testPeriodAdapter()1310 std::vector<Time> capletPaymentTimes(swaptionPaymentTimes); in testPeriodAdapter()1335 swaptionPaymentTimes, in testPeriodAdapter()